Estimation and Asymptotic Inference in the First Order AR-ARCH Model

Publikation: Working paper › Forskning

Standard

Estimation and Asymptotic Inference in the First Order AR-ARCH Model. / Lange, Theis; Rahbek, Anders; Jensen, Søren Tolver.

Department of Applied Mathematics and Statistics / University of Copenhagen, 2006. s. 1-23.

Publikation: Working paper › Forskning

Harvard

Lange, T, Rahbek, A & Jensen, ST 2006 'Estimation and Asymptotic Inference in the First Order AR-ARCH Model' Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-23.

APA

Lange, T., Rahbek, A., & Jensen, S. T. (2006). Estimation and Asymptotic Inference in the First Order AR-ARCH Model. (s. 1-23).

Vancouver

Lange T, Rahbek A, Jensen ST. Estimation and Asymptotic Inference in the First Order AR-ARCH Model. Department of Applied Mathematics and Statistics / University of Copenhagen. 2006, s. 1-23.

Author

Lange, Theis ; Rahbek, Anders ; Jensen, Søren Tolver. / Estimation and Asymptotic Inference in the First Order AR-ARCH Model. Department of Applied Mathematics and Statistics / University of Copenhagen, 2006. s. 1-23

Bibtex

@techreport{20ef14e06c3811dcbee902004c4f4f50,
title = "Estimation and Asymptotic Inference in the First Order AR-ARCH Model",
author = "Theis Lange and Anders Rahbek and Jensen, {S{\o}ren Tolver}",
year = "2006",
language = "English",
pages = "1--23",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Estimation and Asymptotic Inference in the First Order AR-ARCH Model

AU - Lange, Theis

AU - Rahbek, Anders

AU - Jensen, Søren Tolver

PY - 2006

Y1 - 2006

M3 - Working paper

SP - 1

EP - 23

BT - Estimation and Asymptotic Inference in the First Order AR-ARCH Model

CY - Department of Applied Mathematics and Statistics / University of Copenhagen

ER -

ID: 1114421